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Step 1
Arrange a rack in the middle of the oven and heat to 400°F.
Step 2
Place the broccoli in a large microwave-safe bowl and cook according to directions. (Alternatively, bring a large saucepan of water to a boil, add the broccoli, and cook until al dente, about 3 minutes.) Drain well and set aside.
Step 3
Melt the butter in a medium saucepan over medium heat. Add the flour and cook, stirring constantly, for 1 minute. Add the broth and milk, whisk until the flour is dissolved and the mixture is smooth, and bring to a simmer. Simmer, whisking frequently, until thickened to the consistency of gravy, about 2 minutes.
Step 4
Remove from the heat and whisk in 1 cup of the cheese until completely melted. Stir in the sherry and salt. Taste and season with more salt and pepper as needed — it should be highly seasoned because the broccoli and chicken are unseasoned; set aside.
Step 5
Combine the broccoli and chicken in a 9x13-inch baking dish. Evenly pour the cheese sauce over it. Sprinkle with the remaining 1 cup cheese and panko. Bake until bubbling around the edges, about 30 minutes. Increase the heat to broil and broil until browned in spots, 3 to 5 minutes more. Let cool 5 minutes, sprinkle with parsley if desired, and serve with rice.